Metropolis-Hastings Algorithm History of Metropolis-Hastings One of, if not the most, popular Markov chain Monte Carlo (MCMC) methods is the famous Metropolis-Hastings algorithm. Metropolis-Hastings has its roots grounded in statistical mechanics, and was originally used to calculate the equation of state for simple Lennard-Jones particles in two dimensions. The nature of statistical mechanics produces problems… Continue reading Metropolis-Hastings